+319.5%
DRI vs SBAC
+114.8%
+204.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.1% |
| 7D | +1.1% | +0.6% | +0.4% | +0.9% |
| 30D | +9.7% | +5.5% | +4.2% | +8.0% |
| 3M | +3.2% | +3.1% | +0.1% | +2.0% |
| 6M | +20.6% | -7.0% | +27.6% | +22.2% |
| YTD | +28.3% | +0.5% | +27.8% | +25.9% |
| 1Y | +34.5% | +0.2% | +34.3% | +32.2% |
| 3Y | +66.5% | -7.4% | +73.9% | +64.0% |
| 5Y | +79.6% | -39.7% | +119.4% | +101.5% |
| All | +319.5% | +114.8% | +204.7% | +286.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling